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Personal profile

Personal information

Associate Professor of Finance (VU) and Economist (CDA Research Institute, CDA-WI) Research profile in portfolio theory (investments), banking, pension funds, hedge funds and the housing market. Teaching experience in financial markets and institutions, derivatives, bubbles & crashes, ethics, and skills courses in Excel. Thinks, writes and speaks on economic and social issues such as the position of the middle class, the labor market, the Euro and government policy in these areas.

Ancillary activities

  • Wetenschappelijk Instituut voor het CDA | Den Haag | Medewerker | 2017-10-16

Ancillary activities are updated daily

Ancillary activities

Senior economist the CDA Research Institute, see www.cda.nl/wi

Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

Pension funds Business & Economics
Hedge funds Business & Economics
Downside risk Business & Economics
Wealth Business & Economics
Uncertainty Business & Economics
Diversification Business & Economics
Risk aversion Business & Economics
Burden sharing Business & Economics

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Research Output 1997 2018

Intergenerational Risk Sharing under Loss Averse Preferences

Boes, M-J. & Siegmann, A. H. 2018 (Accepted/In press) In : Journal of Banking and Finance.

Research output: Contribution to journalArticle

Open Access

Armoedeval kind van de rekening van Rutte III

Gradus, R. H. J. M. & Siegmann, A. H. 25 Oct 2017 In : Reformatorisch Dagblad.

Research output: Contribution to journalArticle

Panta rhei, measurement and discovery of change in financial markets

Zamojski, M. J. 2017 Amsterdam: Tinbergen Institute. 227 p.

Research output: ThesisPhD Thesis - Research VU, graduation VU

Open Access
File

Real-Estate Agent Commission Structure and Sales Performance

Gautier, P. A., Siegmann, A. H. & van Vuuren, A. P. 2017 Amsterdam: Tinbergen Institute, 39 p.(Tinbergen Institute Discussion Paper Series; vol. 2017, no. 049/VI)

Research output: Working paper

The evolving beta-liquidity relationship of hedge funds

Siegmann, A. & Stefanova, D. 2017 In : Journal of Empirical Finance. 44, December, p. 286-303

Research output: Contribution to journalArticle

Hedge funds
Liquidity
Arbitrage
Market microstructure
Market conditions